Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 12.315884 14.084951 16.004767 18.241177 20.773086 23.548866 26.821002
2024-10-13 10.063496 12.508187 15.373076 18.971115 23.361988 28.538821 35.098075
2024-10-20 8.518871 11.167541 14.427224 18.720945 24.214281 30.992323 39.974898
2024-10-27 7.035153 9.676735 13.074158 17.744650 23.977246 31.984414 43.025982
2024-11-03 6.427852 9.207783 12.918348 18.205560 25.514131 35.224750 49.064152
2024-11-10 5.920971 8.801524 12.778413 18.632380 26.986071 38.426484 55.220990
2024-11-17 5.306269 8.166780 12.242927 18.428076 27.519900 40.326132 59.648056
2024-11-24 4.738360 7.536069 11.643354 18.056250 27.748296 41.763163 63.455729
2024-12-01 4.347559 7.129120 11.327404 18.058173 28.495126 43.956884 68.457874
2024-12-08 4.076119 6.878182 11.218408 18.350696 29.677604 46.839026 74.631598
2024-12-15 3.797905 6.587921 11.018475 18.473712 30.587223 49.338278 80.341394
2024-12-22 3.489147 6.217552 10.656751 18.300638 30.999205 51.068292 84.922177
2024-12-29 3.266307 5.979524 10.502440 18.471510 32.005676 53.840815 91.412372
2025-01-05 3.130233 5.879815 10.570571 19.017961 33.668007 57.769183 100.025349
2025-01-12 2.883743 5.559384 10.231620 18.832630 34.065801 59.620802 105.274251
2025-01-19 2.533924 5.018102 9.461697 17.829265 32.972720 58.891848 106.094236
2025-01-26 2.438035 4.942277 9.516249 18.299886 34.495766 62.699479 114.918746
2025-02-02 2.342683 4.858396 9.547691 18.726117 35.959167 66.475607 123.887635
2025-02-09 2.171832 4.611114 9.254119 18.521756 36.248500 68.181805 129.249613
2025-02-16 1.995410 4.336755 8.887022 18.147817 36.190207 69.247291 133.492159
2025-02-23 1.878179 4.173135 8.721638 18.149857 36.838659 71.628565 140.270669
2025-03-02 1.802061 4.088784 8.706000 18.443755 38.063607 75.137725 149.334461
2025-03-09 1.713191 3.969326 8.610006 18.567379 38.957655 78.064350 157.439733